Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52182.07 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48068.6 Kr¶

PnL: ---------------------------------------> -863.4 Kr¶

DD now: ---------------------------------> -1.766 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:33:56.308800'

Anic Portfolio¶

Today¶

Return: 0.206 %¶

This Week¶

Return: -0.256 %¶

Total portfolio value¶

Return including deposits: 70.831 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 3.360000 679.140000 40.140000 6.280000 638.999984
Xvivo Perfusion 3 -0.340000 879.000000 34.000000 4.020000 845.000001
Volati 5 6.110000 608.000000 34.000000 5.920000 574.000000
Biotage 4 1.250000 631.800000 28.800000 4.780000 603.000000
Embracer Group B 26 2.000000 688.090000 26.090000 3.940000 661.999988
Vitrolife 3 1.130000 700.200000 23.200000 3.430000 677.000001
SynAct Pharma 9 1.090000 665.100000 20.100000 3.120000 645.000003
Addtech B 3 0.080000 715.800000 15.800000 2.260000 699.999999
Svolder B 35 0.080000 2194.500000 15.500000 0.710000 2179.000005
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 0.850000 662.200000 8.200000 1.250000 653.999997
Fortnox 10 -0.440000 673.400000 5.400000 0.810000 668.000000
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Indutrade 5 -0.720000 1319.000000 -1.000000 -0.080000 1320.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Addnode Group B 6 -1.660000 747.600000 -4.400000 -0.590000 751.999998
Humana 40 0.970000 668.800000 -5.200000 -0.770000 674.000000
Nolato B 12 -1.110000 640.200000 -7.800000 -1.200000 648.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Investor B 3 -0.530000 645.300000 -12.700000 -1.930000 657.999999
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Sdiptech B 3 -2.180000 806.400000 -15.600000 -1.900000 822.000000
BONESUPPORT HOLDING 10 -0.250000 1207.000000 -17.000000 -1.390000 1224.000000
Lime Technologies 2 -2.570000 568.000000 -25.000000 -4.220000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Creades A 7 -0.260000 547.400000 -63.600000 -10.410000 610.999998
Lundin Gold 7 -0.760000 910.000000 -64.000000 -6.570000 973.999999
Gaming Innovation Group 161 -0.580000 4121.600000 -66.400000 -1.590000 4187.999942
Sedana Medical 135 3.070000 4260.600000 -70.400000 -1.630000 4330.999935
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
New Wave B 40 0.210000 3768.000000 -148.000000 -3.780000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48068.600000 -863.400000 -1.76633% 48931.999868

Updated:¶

'2023-06-14 10:34:13.769536'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶